The RATS Software Forum

Individual 2 has only 10 usable data points. That's probably not enough to do the analysis that's required on each individual. (It estimates a separate 1 lag VAR on each individual.) Hi Tom, On a second thought, the short time series shouldn’t be the major reason for the error. VARs are estimated e...

Individual 2 has only 10 usable data points. That's probably not enough to do the analysis that's required on each individual. (It estimates a separate 1 lag VAR on each individual.) Hi Tom, Thanks for your reply. This makes sense. I actually already removed some short series before trying the svar...

Hi, I'm trying to estimate a panel structural var based on Pedroni, Peter (2013) "Structural Panel VARs", Econometrics, 1 (2),180-206. I got the code from Prof. Pedroni, and transformed my dataset (unbalanced panel) into the format the code required (balanced panel with NAs). However, when...